Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47921.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46526.43 Kr¶

PnL: ---------------------------------------> -362.14 Kr¶

DD now: ---------------------------------> -1.457 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 13:20:12.181907'

Anic Portfolio¶

Today¶

Return: 0.018 %¶

This Week¶

Return: 0.018 %¶

Total¶

Return: 56.882 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.980000 3239.600000 268.600000 9.040000 2971.000006
HEBA B 70 2.920000 2835.000000 199.000000 7.550000 2636.000010
Corem Property Group B 59 1.060000 620.090000 43.090000 7.470000 576.999999
AcadeMedia 12 0.730000 597.600000 40.600000 7.290000 557.000004
MedCap 2 2.920000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.890000 391.600000 36.600000 10.310000 355.000000
Boozt 12 0.140000 1688.400000 34.400000 2.080000 1653.999996
HMS Networks 2 2.860000 704.400000 31.400000 4.670000 673.000000
Resurs Holding 22 -0.440000 598.400000 24.400000 4.250000 573.999998
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
OEM International B 7 0.900000 550.900000 22.900000 4.340000 527.999997
Intrum 4 1.830000 545.800000 18.800000 3.570000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.790000 544.800000 12.800000 2.410000 532.000000
SAAB B 8 -1.470000 3389.600000 12.600000 0.370000 3377.000000
CTEK 13 1.820000 539.630000 5.630000 1.050000 533.999999
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.190000 566.250000 2.250000 0.400000 564.000000
Securitas B 6 1.340000 571.560000 1.560000 0.270000 570.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.890000 245.520000 -0.480000 -0.200000 246.000000
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 2.700000 575.190000 -7.810000 -1.340000 582.999984
Essity B 2 -2.010000 565.800000 -8.200000 -1.430000 574.000000
Nordea Bank Abp 29 -0.170000 3442.880000 -11.120000 -0.320000 3453.999992
Essity A 4 -1.390000 1134.000000 -15.000000 -1.310000 1149.000000
Sampo Oyj SDB 7 -0.550000 3822.000000 -28.000000 -0.730000 3850.000000
International Petroleum Corp. 5 3.100000 565.000000 -29.570000 -4.970000 594.565215
Vivesto 1368 -1.030000 550.760000 -62.240000 -10.150000 612.999432
Axfood 13 0.320000 3672.500000 -83.500000 -2.220000 3756.000001
OX2 18 -0.810000 1437.300000 -226.700000 -13.620000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.810000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46526.430000 -362.140000 -1.45694% 46888.564618

Updated:¶

'2023-01-23 13:20:24.839161'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶